CME Pit-Traded Soybean Future November 2012

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	1535-0	1535-0	0-0	0.0%	1543-4
High	1567-0	1535-0	-32-0	-2.0%	1570-0
Low	1535-0	1510-4	-24-4	-1.6%	1510-4
Close	1548-4	1522-4	-26-0	-1.7%	1522-4
Range	32-0	24-4	-7-4	-23.4%	59-4
ATR	30-4	31-0	0-4	1.8%	0-0
Volume	209,081	133,054	-76,027	-36.4%	749,948

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1596-1	1583-7	1536-0
R3	1571-5	1559-3	1529-2
R2	1547-1	1547-1	1527-0
R1	1534-7	1534-7	1524-6	1528-6
PP	1522-5	1522-5	1522-5	1519-5
S1	1510-3	1510-3	1520-2	1504-2
S2	1498-1	1498-1	1518-0
S3	1473-5	1485-7	1515-6
S4	1449-1	1461-3	1509-0

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	1712-7	1677-1	1555-2
R3	1653-3	1617-5	1538-7
R2	1593-7	1593-7	1533-3
R1	1558-1	1558-1	1528-0	1546-2
PP	1534-3	1534-3	1534-3	1528-3
S1	1498-5	1498-5	1517-0	1486-6
S2	1474-7	1474-7	1511-5
S3	1415-3	1439-1	1506-1
S4	1355-7	1379-5	1489-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1570-0	1510-4	59-4	3.9%	22-2	1.5%	20%	False	True	149,989
10	1588-0	1506-0	82-0	5.4%	22-6	1.5%	20%	False	False	149,158
20	1702-0	1506-0	196-0	12.9%	24-1	1.6%	8%	False	False	150,324
40	1783-4	1506-0	277-4	18.2%	23-2	1.5%	6%	False	False	131,265
60	1783-4	1506-0	277-4	18.2%	23-4	1.5%	6%	False	False	132,103
80	1783-4	1371-0	412-4	27.1%	23-4	1.5%	37%	False	False	130,934
100	1783-4	1253-0	530-4	34.8%	21-3	1.4%	51%	False	False	118,816
120	1783-4	1253-0	530-4	34.8%	20-4	1.3%	51%	False	False	108,735

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1-4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1639-1
2.618	1599-1
1.618	1574-5
1.000	1559-4
0.618	1550-1
HIGH	1535-0
0.618	1525-5
0.500	1522-6
0.382	1519-7
LOW	1510-4
0.618	1495-3
1.000	1486-0
1.618	1470-7
2.618	1446-3
4.250	1406-3

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	1522-6	1538-6
PP	1522-5	1533-3
S1	1522-5	1527-7

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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